<P class=MsoNormal style="MARGIN: 0cm 0cm 0pt"><SPAN lang=EN-US><FONT face="Times New Roman">[1]</FONT></SPAN></P>
<P class=MsoNormal style="MARGIN: 0cm 0cm 0pt"><SPAN style="FONT-FAMILY: 宋体; mso-ascii-font-family: 'Times New Roman'; mso-bidi-; mso-hansi-font-family: 'Times New Roman'">标题：</SPAN><FONT face="Times New Roman"><SPAN lang=EN-US>An intertemporal asset pricing model with stochastic consumption and investment opportunities</SPAN><SPAN lang=EN-US style="mso-bidi-">
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<P class=MsoNormal style="MARGIN: 0cm 0cm 0pt"><SPAN style="FONT-FAMILY: 宋体; mso-ascii-font-family: 'Times New Roman'; mso-bidi-; mso-hansi-font-family: 'Times New Roman'">作者；</SPAN><SPAN lang=EN-US><FONT face="Times New Roman">Douglas T. Breeden</FONT></SPAN></P>
<P class=MsoNormal style="MARGIN: 0cm 0cm 0pt"><SPAN style="FONT-FAMILY: 宋体; mso-ascii-font-family: 'Times New Roman'; mso-bidi-; mso-hansi-font-family: 'Times New Roman'">期刊；</SPAN><SPAN lang=EN-US><A href="http://www.sciencedirect.com/science/journal/0304405X"><B><SPAN style="COLOR: windowtext; TEXT-DECORATION: none; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman'; mso-bidi-font-family: 'Times New Roman'; text-underline: none"><FONT face="Times New Roman">Journal of Financial Economics</FONT></SPAN></B></A><FONT face="Times New Roman"><BR>&nbsp;&nbsp;&nbsp;</FONT></SPAN><SPAN style="FONT-FAMILY: 宋体; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman'">，</SPAN><SPAN lang=EN-US><A href="http://www.sciencedirect.com/science?_ob=PublicationURL&amp;_tockey=%23TOC%235938%231979%23999929996%23304643%23FLP%23&amp;_cdi=5938&amp;_pubType=J&amp;_auth=y&amp;_acct=C000050170&amp;_version=1&amp;_urlVersion=0&amp;_userid=1021771&amp;md5=246e175341837e4a1309a508e2e06416"><SPAN style="COLOR: windowtext; TEXT-DECORATION: none; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman'; mso-bidi-font-family: 'Times New Roman'; text-underline: none">Volume 7, Issue 3</SPAN></A><FONT face="Times New Roman">, September 1979, Pages 265-296</FONT></SPAN></P>
<P class=MsoNormal style="MARGIN: 0cm 0cm 0pt; TEXT-ALIGN: left" align=left><SPAN style="FONT-FAMILY: 宋体; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman'">链接；</SPAN><SPAN lang=EN-US style="mso-bidi-"><FONT face="Times New Roman">http://www.sciencedirect.com/science/article/B6VBX-45KNKYW-4V/2/26fe64e085eeccd3e265b24f9cab02a0
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<P class=MsoNormal style="MARGIN: 0cm 0cm 0pt"><SPAN lang=EN-US style="mso-bidi-"><FONT face="Times New Roman">[2]
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<P class=MsoNormal style="MARGIN: 0cm 0cm 0pt"><SPAN style="FONT-FAMILY: 宋体; mso-ascii-font-family: 'Times New Roman'; mso-bidi-; mso-hansi-font-family: 'Times New Roman'">标题：</SPAN><SPAN lang=EN-US><FONT face="Times New Roman">Intertemporal Capital Asset Pricing and the Fama-French Three-Factor Model</FONT></SPAN></P>
<P class=MsoNormal style="MARGIN: 0cm 0cm 0pt"><SPAN style="FONT-FAMILY: 宋体; mso-ascii-font-family: 'Times New Roman'; mso-bidi-; mso-hansi-font-family: 'Times New Roman'">作者；</SPAN><SPAN lang=EN-US><A href="http://papers.ssrn.com/sol3/cf_dev/AbsByAuth.cfm?per_id=16172" target=_blank><SPAN style="COLOR: windowtext; TEXT-DECORATION: none; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman'; mso-bidi-font-family: 'Times New Roman'; text-underline: none"><FONT face="Times New Roman">MICHAEL J. BRENNAN </FONT></SPAN></A></SPAN><SPAN style="FONT-FAMILY: 宋体; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman'">，</SPAN><SPAN lang=EN-US><A href="http://papers.ssrn.com/sol3/cf_dev/AbsByAuth.cfm?per_id=284187" target=_blank><SPAN style="COLOR: windowtext; TEXT-DECORATION: none; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman'; mso-bidi-font-family: 'Times New Roman'; text-underline: none"><FONT face="Times New Roman">ASHLEY W. WANG </FONT></SPAN></A></SPAN><SPAN style="FONT-FAMILY: 宋体; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman'">，</SPAN><SPAN lang=EN-US><A href="http://papers.ssrn.com/sol3/cf_dev/AbsByAuth.cfm?per_id=243710" target=_blank><SPAN style="COLOR: windowtext; TEXT-DECORATION: none; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman'; mso-bidi-font-family: 'Times New Roman'; text-underline: none">YIHONG XIA </SPAN></A></SPAN><SPAN lang=EN-US style="mso-bidi-">
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<P class=MsoNormal style="MARGIN: 0cm 0cm 0pt"><SPAN style="FONT-FAMILY: 宋体; mso-ascii-font-family: 'Times New Roman'; mso-bidi-; mso-hansi-font-family: 'Times New Roman'">期刊；</SPAN><SPAN lang=EN-US style="mso-bidi-"><FONT face="Times New Roman">mimeo
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<P class=MsoNormal style="MARGIN: 0cm 0cm 0pt"><SPAN style="FONT-FAMILY: 宋体; mso-ascii-font-family: 'Times New Roman'; mso-bidi-; mso-hansi-font-family: 'Times New Roman'">链接；</SPAN><SPAN lang=EN-US style="mso-bidi-"><A href="http://papers.ssrn.com/sol3/papers.cfm?abstract_id=279385"><SPAN style="mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman'; mso-bidi-font-family: 'Times New Roman'"><FONT face="Times New Roman">http://papers.ssrn.com/sol3/papers.cfm?abstract_id=279385</FONT></SPAN></A>
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<P class=MsoNormal style="MARGIN: 0cm 0cm 0pt"><SPAN lang=EN-US style="mso-bidi-"><FONT face="Times New Roman">[3]
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<P class=MsoNormal style="MARGIN: 0cm 0cm 0pt"><SPAN style="FONT-FAMILY: 宋体; mso-ascii-font-family: 'Times New Roman'; mso-bidi-; mso-hansi-font-family: 'Times New Roman'">标题：</SPAN><SPAN lang=EN-US><FONT face="Times New Roman">Periodic market closure and trading volume</FONT></SPAN><SPAN style="FONT-FAMILY: 宋体; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman'">：</SPAN><SPAN lang=EN-US><FONT face="Times New Roman">A model of intraday bids and asks</FONT></SPAN></P>
<P class=MsoNormal style="MARGIN: 0cm 0cm 0pt"><SPAN style="FONT-FAMILY: 宋体; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman'">作者：</SPAN><SPAN lang=EN-US><FONT face="Times New Roman">William A. Brock</FONT></SPAN><SPAN style="FONT-FAMILY: 宋体; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman'">，</SPAN><SPAN lang=EN-US><FONT face="Times New Roman">Allan W. Kleidon<B>
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<P class=MsoNormal style="MARGIN: 0cm 0cm 0pt"><B><SPAN style="FONT-FAMILY: 宋体; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman'">期刊：</SPAN></B><SPAN lang=EN-US><A href="http://www.sciencedirect.com/science/journal/01651889"><B><SPAN style="COLOR: windowtext; TEXT-DECORATION: none; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman'; mso-bidi-font-family: 'Times New Roman'; text-underline: none">Journal of Economic Dynamics and Control</SPAN></B></A><FONT face="Times New Roman"><BR>&nbsp;&nbsp;&nbsp;</FONT></SPAN><SPAN style="FONT-FAMILY: 宋体; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman'">，</SPAN><SPAN lang=EN-US><A href="http://www.sciencedirect.com/science?_ob=PublicationURL&amp;_tockey=%23TOC%235861%231992%23999839996%23312374%23FLP%23&amp;_cdi=5861&amp;_pubType=J&amp;_auth=y&amp;_acct=C000050170&amp;_version=1&amp;_urlVersion=0&amp;_userid=1021771&amp;md5=d3fbf2dd386b54cc18b4ec0ae6e84ba2"><SPAN style="COLOR: windowtext; TEXT-DECORATION: none; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman'; mso-bidi-font-family: 'Times New Roman'; text-underline: none">Volume 16, Issues 3-4</SPAN></A><FONT face="Times New Roman">, July-October 1992, Pages 451-489</FONT></SPAN></P>
<P class=MsoNormal style="MARGIN: 0cm 0cm 0pt; TEXT-ALIGN: left" align=left><SPAN style="FONT-FAMILY: 宋体; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman'">链接：</SPAN><SPAN lang=EN-US><FONT face="Times New Roman">http://www.sciencedirect.com/science/article/B6V85-45R2GY4-J/2/1aea8d4b99627b566f1b9b97f803f84e</FONT></SPAN><SPAN lang=EN-US style="mso-bidi-">
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<P align=right><FONT color=#000066>[此贴子已经被作者于2008-3-4 21:12:42编辑过]</FONT></P>